Saddle point approximation approaches for two-stage robust optimization problems

DOI10.1007/s10898-019-00836-4zbMath1465.90058MaRDI QIDQ2022185

Ning Zhang, Chang Fang

Publication date: 28 April 2021

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10898-019-00836-4

zbMATH Keywords

saddle point problem; mirror descent algorithm; two-stage robust optimization; randomized approach; piecewise linear decision rule

Mathematics Subject Classification ID

90C47: Minimax problems in mathematical programming

90C59: Approximation methods and heuristics in mathematical programming

90C17: Robustness in mathematical programming